Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72190.8749 | 4436.1395 | 67754.7354 | 72769.7742 | 7913.5322 | 64856.242 |
Total P&L (%) | 72.1909 | 4.4361 | 67.7547 | 72.7698 | 7.9135 | 64.8562 |
Avg Daily Profit (%) | 0.2772 | 0.017 | 0.2602 | 0.2102 | 0.0292 | 0.1921 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43641 | -11566 | -34402 | -80778 | -17694 | -66392 |
Profit Factor | 1.529 | 1.1618 | 1.6214 | 1.3325 | 1.1973 | 1.3629 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 55.1402 | 57.4074 | 52.8302 | 55.1402 | 57.4074 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.244 | 0.862 | 1.4477 | 1.0841 | 0.8883 | 1.2168 |
Largest Winning Trade | 26366 | 2647 | 26366 | 26669 | 4207 | 26669 |
Largest Losing Trade | -28584 | -4132 | -28584 | -47456 | -5953 | -47456 |
Avg Bars in Trades | 222 | 21 | 428 | 222 | 21 | 428 |
Avg Bars in Winners | 240 | 23 | 480 | 240 | 23 | 480 |
Avg Bars in Losers | 201 | 18 | 369 | 201 | 18 | 369 |
Bars Traded | 23828 | 1142 | 22686 | 23828 | 1142 | 22686 |
Profit Streak | 17.3994 | 17.3994 | 19.941 | 17.3994 | 17.3994 | 19.941 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393626 | -558268 | -169623 | 329769 | -503208 | -171888 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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